UC WAR. CALL 09/24 GOS/ DE000HC9DLS2 /
| 6/7/2024 9:40:01 PM | Chg.-0.140 | Bid9:59:45 PM | Ask9:59:45 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 10.240EUR | -1.35% | 10.160 Bid Size: 4,000 |
10.180 Ask Size: 4,000 |
GOLDMAN SACHS GRP IN... | 350.00 - | 9/18/2024 | Call |
Master data
| WKN: | HC9DLS |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | GOLDMAN SACHS GRP INC. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 350.00 - |
| Maturity: | 9/18/2024 |
| Issue date: | 9/21/2023 |
| Last trading day: | 9/17/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 4.14 |
| Leverage: | Yes |
Calculated values
| Fair value: | 7.51 |
|---|---|
| Intrinsic value: | 7.12 |
| Implied volatility: | 0.71 |
| Historic volatility: | 0.19 |
| Parity: | 7.12 |
| Time value: | 3.06 |
| Break-even: | 451.80 |
| Moneyness: | 1.20 |
| Premium: | 0.07 |
| Premium p.a.: | 0.29 |
| Spread abs.: | 0.02 |
| Spread %: | 0.20% |
| Delta: | 0.76 |
| Theta: | -0.26 |
| Omega: | 3.15 |
| Rho: | 0.61 |
Quote data
| Open: | 10.360 |
|---|---|
| High: | 10.450 |
| Low: | 10.240 |
| Previous Close: | 10.380 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +1.39% | ||
|---|---|---|---|
| 1 Month | +0.59% | ||
| 3 Months | +106.87% | ||
| YTD | +98.84% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 10.720 | 10.050 |
|---|---|---|
| 1M High / 1M Low: | 11.460 | 9.810 |
| 6M High / 6M Low: | 11.460 | 3.120 |
| High (YTD): | 5/21/2024 | 11.460 |
| Low (YTD): | 1/26/2024 | 4.340 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 10.296 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 10.479 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 6.375 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 54.24% | |
| Volatility 6M: | 109.85% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
